Estimation of Spectral Gap for Markov Chains
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Acta Mathematica Sinica, English Series  1996, Vol. 12 Issue (4): 337-360    DOI: 10.1007/BF02106789
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Estimation of Spectral Gap for Markov Chains
Chen Mufa
Department of Mathematics, Beijing Normal University, 100875, Beijing, China
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Abstract The study of the convergent rate (spectral gap) in the L2-sense is motivated from several different fields: probability, statistics, mathematical physics, computer science and so on and it is now an active research topic. Based on a new approach (the coupling technique) introduced in[7] for the estimate of the convergent rate and as a continuation of[4],[5],[7-9],[23] and[24], this paper studies the estimate of the rate for time-continuous Markov chains. Two variational formulas for the rate are presented here for the first time for birth-death processes. For diffusions, similar results are presented in an accompany paper[10]. The new formulas enable us to recover or improve the main known results. The connection between the sharp estimate and the corresponding eigenfunction is explored and illustrated by various examples. A previous result on optimal Markovian couplings[4] is also extended in the paper.
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Chen Mufa
Key wordsMarkov chains   Spectral gap   Couplings     
Received: 1995-12-27;
Fund: Research supported in part by NSFC, Qin Shi Sci & Tech. Foundation and the State Education Commission of China
Cite this article:   
Chen Mufa. Estimation of Spectral Gap for Markov Chains[J]. Acta Mathematica Sinica, English Series, 1996, 12(4): 337-360.
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